Blender can't get extrude to lock in odd position again
By default extrude will lock along the normal of the selected faces. The normal is perpendicular to the plane of the face. In other words, the direction the face is facing.

To unlock it, press Z after extruding.

To re-lock it, set the transform orientation to normal in the header of the 3D view. Then press ZZ after extruding and unlocking (or GZZ if you cancelled/completed the extrude/transform operator)



Also see:

Extrude Faces along Local Normals

How can faces be rotated around their individual normals?